Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
20.03.2015 | 64.75% | 0.03 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 9'202 | 17'202 | 100.00% | 100.00% |
19.03.2015 | 40.55% | 0.01 | 0.02 | 500'000 | 500'000 | 499'988 | 500'000 | 10'288 | 15'288 | 100.00% | 100.00% |
18.03.2015 | 40.93% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 10'083 | 15'083 | 99.07% | 99.07% |
17.03.2015 | 43.78% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 9'294 | 14'294 | 100.00% | 100.00% |
16.03.2015 | 25.20% | 0.04 | 0.05 | 500'000 | 500'000 | 499'994 | 500'000 | 17'662 | 22'662 | 98.30% | 98.30% |
13.03.2015 | 28.13% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 15'409 | 20'409 | 100.00% | 100.00% |
12.03.2015 | 26.23% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 16'858 | 21'858 | 99.24% | 99.24% |
11.03.2015 | 16.52% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 28'542 | 33'542 | 98.02% | 98.02% |
10.03.2015 | 23.67% | 0.05 | 0.06 | 500'000 | 500'000 | 499'501 | 500'000 | 19'018 | 24'039 | 92.03% | 92.03% |